📊 回测报告 - BTCUSDT

回测周期: 2026-02-06 10:11:00+00:00 至 2026-02-20 13:20:00+00:00

总收益率
1076.65%
最大回撤
68.27%
夏普比率
0.28
胜率
100.00%
盈亏比
inf
交易次数
14
杠杆倍数
125x
止损触发
0
⚙️ 回测参数
交易对: BTCUSDT
周期: 1min
策略: OrderFlowWoolStrategy
杠杆: 125x
初始资金: 100 USDT
仓位比例: 49%
止损率: 15.1%
止盈率: 0.3%
手续费率: 0.04%
策略参数: momentum_bars=8, overbought_rsi=73.0, min_volume_ratio=1.73, max_volume_ratio=6.17, base_add_position_pct=15.62, base_price_gap_pct=0.55, momentum_gap_boost=1.62, pullback_take_profit_pct=1.66, trail_activation_pct=5.98, trailing_stop_pct=9.04, hard_stop_loss_pct=16.0, max_add_count=12, add_size_decay=0.6, momentum_add_boost=2.0, cooldown_bars=2
📈 K线图与交易标记
📊 MACD指标
💰 权益曲线
📉 回撤曲线
📋 交易记录
开仓时间 平仓时间 方向 开仓价 平仓价 数量 仓位金额 保证金 手续费 盈亏 平仓原因
2026-02-06 14:33:00+00:00 2026-02-06 14:35:00+00:00 做空 67889.40 67692.52 0.0007 49.00 0.39 0.04 17.74 take_profit
2026-02-09 01:22:00+00:00 2026-02-09 01:35:00+00:00 做空 70791.10 70585.81 0.0008 57.68 0.46 0.05 20.89 take_profit
2026-02-09 22:13:00+00:00 2026-02-09 22:19:00+00:00 做空 70650.90 70446.01 0.0010 67.91 0.54 0.05 24.59 take_profit
2026-02-12 13:17:00+00:00 2026-02-12 13:25:00+00:00 做空 68009.70 67812.47 0.0012 79.94 0.64 0.06 28.95 take_profit
2026-02-12 22:47:00+00:00 2026-02-12 22:55:00+00:00 做空 66361.10 66168.65 0.0014 94.11 0.75 0.08 34.08 take_profit
2026-02-14 11:01:00+00:00 2026-02-14 13:02:00+00:00 做空 69802.29 69496.37 0.0018 129.07 1.03 0.10 70.66 take_profit
2026-02-15 07:19:00+00:00 2026-02-15 08:28:00+00:00 做空 70753.10 70547.92 0.0021 145.39 1.16 0.12 52.65 take_profit
2026-02-16 03:53:00+00:00 2026-02-16 06:22:00+00:00 做空 68454.43 68197.35 0.0029 197.92 1.58 0.16 92.83 take_profit
2026-02-17 02:12:00+00:00 2026-02-17 02:19:00+00:00 做空 69177.90 68977.28 0.0031 216.61 1.73 0.17 78.43 take_profit
2026-02-17 12:08:00+00:00 2026-02-17 12:57:00+00:00 做空 68100.10 67902.61 0.0037 255.00 2.04 0.20 92.33 take_profit
2026-02-17 13:24:00+00:00 2026-02-17 13:28:00+00:00 做空 68311.50 68113.40 0.0044 300.19 2.40 0.24 108.70 take_profit
2026-02-18 07:40:00+00:00 2026-02-18 10:44:00+00:00 做空 67930.50 67733.50 0.0052 353.39 2.83 0.28 127.96 take_profit
2026-02-18 15:38:00+00:00 2026-02-18 15:52:00+00:00 做空 67913.20 67716.25 0.0061 416.03 3.33 0.33 150.64 take_profit
2026-02-20 09:04:00+00:00 2026-02-20 10:47:00+00:00 做空 68138.90 67941.30 0.0072 489.76 3.92 0.39 177.34 take_profit